Related papers: Level-crossing distributions of kinematic variable…
We consider a countable system of interacting (possibly non-Markovian) stochastic differential equations driven by independent Brownian motions and indexed by the vertices of a locally finite graph $G = (V,E)$. The drift of the process at…
Computing an ensemble of random fields using conditional simulation is an ideal method for retrieving accurate estimates of a field conditioned on available data and for quantifying the uncertainty of these realizations. Methods for…
When particles/molecules diffuse in systems that contain obstacles, the steady-state regime (during which the mean-square displacement scales linearly with time, $\left< r^2 \right> \sim t$) is preceded by a transient regime. It is common…
The multivariate extended skew-normal distribution allows for accommodating raw data which are skewed and heavy tailed, and has at least three appealing statistical properties, namely closure under conditioning, affine transformations, and…
We present a lattice-gas (generalised Ising) model for liquid droplets on solid surfaces. The time evolution in the model involves two processes: (i) Single-particle moves which are determined by a kinetic Monte Carlo algorithm. These…
For stationary sequences, under general local and asymptotic dependence restrictions, any limiting point process for time normalized upcrossings of high levels is a compound Poisson process, i.e., there is a clustering of high upcrossings,…
Understanding subsurface ocean dynamics is essential for quantifying oceanic heat and mass transport, but direct observations at depth remain sparse due to logistical and technological constraints. In contrast, satellite missions provide…
We propose an approach to better inform treatment decisions at an individual level by adapting recent advances in average treatment effect estimation to conditional average treatment effect estimation. Our work is based on doubly robust…
Statistically simulated time series of wave parameters are required for many coastal and offshore engineering applications, often at the resolution of approximately one hour. Various studies have relied on autoregressive moving-average…
Bayesian inversions followed by estimations of rare event probabilities are often needed to analyse groundwater hazards. Instead of focusing on the posterior distribution of model parameters, the main interest lies then in the distribution…
The dynamics of randomly crosslinked liquids is addressed via a Rouse- and a Zimm-type model with crosslink statistics taken either from bond percolation or Erdoes-Renyi random graphs. While the Rouse-type model isolates the effects of the…
We present an analytical approach to determining the expected cascade size in a broad range of dynamical models on the class of random networks with arbitrary degree distribution and nonzero clustering introduced in [M.E.J. Newman, Phys.…
The mild-slope equation and its various modifications aim to model, with varying degrees of success, linear water wave propagation over sloping or undulating seabed topography. However, despite multiple modifications and attempted…
This paper is the first part of our series work to establish pointwise second-order necessary conditions for stochastic optimal controls. In this part, both drift and diffusion terms may contain the control variable but the control region…
We propose a new framework to compare alternative geostatistical descriptions of a given site. Multiple realizations of each of the considered geostatistical models and their corresponding tomograms (based on inversion of noise-contaminated…
A class of discrete distributions can be derived from stationary renewal processes. They have the useful property that the mean is a simple function of the model parameters. Thus regressions of the distribution mean on covariates can be…
In this paper, we proposed a stochastic model which describes two species of particles moving in counterflow. The model generalizes the theoretical framework describing the transport in random systems since particles can work as mobile…
We study reaction-diffusion processes with multi-species of particles and hard-core interaction. We add boundary driving to the system by means of external reservoirs which inject and remove particles, thus creating stationary currents. We…
The mechanism that causes an interdecadal oscillation in a coarse resolution sector ocean model forced by mixed boundary conditions is studied. The oscillation is characterized by large fluctuations in convective activity and air/sea heat…
Kinetic equations model distributions of particles in position-velocity phase space. Often, one is interested in studying the long-time behavior of particles in high-collisional regimes in which an approximate (advection)-diffusion model…